| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,597.5 |
12,550.5 |
-47.0 |
-0.4% |
12,567.0 |
| High |
12,614.0 |
12,637.0 |
23.0 |
0.2% |
12,637.0 |
| Low |
12,568.5 |
12,543.5 |
-25.0 |
-0.2% |
12,504.0 |
| Close |
12,598.5 |
12,586.5 |
-12.0 |
-0.1% |
12,586.5 |
| Range |
45.5 |
93.5 |
48.0 |
105.5% |
133.0 |
| ATR |
113.0 |
111.6 |
-1.4 |
-1.2% |
0.0 |
| Volume |
56,902 |
63,793 |
6,891 |
12.1% |
291,577 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,869.5 |
12,821.5 |
12,637.9 |
|
| R3 |
12,776.0 |
12,728.0 |
12,612.2 |
|
| R2 |
12,682.5 |
12,682.5 |
12,603.6 |
|
| R1 |
12,634.5 |
12,634.5 |
12,595.1 |
12,658.5 |
| PP |
12,589.0 |
12,589.0 |
12,589.0 |
12,601.0 |
| S1 |
12,541.0 |
12,541.0 |
12,577.9 |
12,565.0 |
| S2 |
12,495.5 |
12,495.5 |
12,569.4 |
|
| S3 |
12,402.0 |
12,447.5 |
12,560.8 |
|
| S4 |
12,308.5 |
12,354.0 |
12,535.1 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,974.8 |
12,913.7 |
12,659.7 |
|
| R3 |
12,841.8 |
12,780.7 |
12,623.1 |
|
| R2 |
12,708.8 |
12,708.8 |
12,610.9 |
|
| R1 |
12,647.7 |
12,647.7 |
12,598.7 |
12,678.3 |
| PP |
12,575.8 |
12,575.8 |
12,575.8 |
12,591.1 |
| S1 |
12,514.7 |
12,514.7 |
12,574.3 |
12,545.3 |
| S2 |
12,442.8 |
12,442.8 |
12,562.1 |
|
| S3 |
12,309.8 |
12,381.7 |
12,549.9 |
|
| S4 |
12,176.8 |
12,248.7 |
12,513.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,637.0 |
12,504.0 |
133.0 |
1.1% |
79.4 |
0.6% |
62% |
True |
False |
58,315 |
| 10 |
12,637.0 |
12,355.5 |
281.5 |
2.2% |
81.9 |
0.7% |
82% |
True |
False |
58,902 |
| 20 |
12,637.0 |
11,865.0 |
772.0 |
6.1% |
100.9 |
0.8% |
93% |
True |
False |
32,173 |
| 40 |
12,637.0 |
11,865.0 |
772.0 |
6.1% |
110.1 |
0.9% |
93% |
True |
False |
16,209 |
| 60 |
12,655.0 |
11,865.0 |
790.0 |
6.3% |
109.6 |
0.9% |
91% |
False |
False |
10,890 |
| 80 |
12,935.5 |
11,865.0 |
1,070.5 |
8.5% |
111.2 |
0.9% |
67% |
False |
False |
8,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,034.4 |
|
2.618 |
12,881.8 |
|
1.618 |
12,788.3 |
|
1.000 |
12,730.5 |
|
0.618 |
12,694.8 |
|
HIGH |
12,637.0 |
|
0.618 |
12,601.3 |
|
0.500 |
12,590.3 |
|
0.382 |
12,579.2 |
|
LOW |
12,543.5 |
|
0.618 |
12,485.7 |
|
1.000 |
12,450.0 |
|
1.618 |
12,392.2 |
|
2.618 |
12,298.7 |
|
4.250 |
12,146.1 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,590.3 |
12,581.2 |
| PP |
12,589.0 |
12,575.8 |
| S1 |
12,587.8 |
12,570.5 |
|